Exemplo n.º 1
0
plt.plot(min_season)

D, Y = temp.create_dataset(data, "ven")
Y = np.array(Y)

acf, Q, P, = statsmodels.tsa.stattools.acf(Y, nlags=48, qstat=True)
statsmodels.graphics.tsaplots.plot_acf(Y, lags=1000)

per = statsmodels.tsa.stattools.periodogram(Y)

plt.plot(per)

S_per = pd.Series(per)
S_per.describe()

peaks = Functions_for_TSP.find_peaks(per, 10)

FE = Functions_for_TSP.fourierExtrapolation(Y, n_predict=24)

fitted_FE = FE[0:8736]

diff = Y - fitted_FE
np.mean(diff)
np.var(diff)

#RMSE = np.sqrt(np.mean(diff**2))

sp_y = Functions_for_TSP.Signum_Process(Y)
sp_f = Functions_for_TSP.Signum_Process(fitted_FE)

sp_p = sp_y * sp_f
Exemplo n.º 2
0
plt.plot(min_season)

D,Y = temp.create_dataset(data, "ven")
Y = np.array(Y)

acf, Q, P, = statsmodels.tsa.stattools.acf(Y, nlags = 48, qstat = True)
statsmodels.graphics.tsaplots.plot_acf(Y, lags=1000)

per = statsmodels.tsa.stattools.periodogram(Y)

plt.plot(per)

S_per = pd.Series(per)
S_per.describe()

peaks = Functions_for_TSP.find_peaks(per, 10)

FE = Functions_for_TSP.fourierExtrapolation(Y, n_predict = 24)

fitted_FE = FE[0:8736]

diff = Y - fitted_FE
np.mean(diff)
np.var(diff)

#RMSE = np.sqrt(np.mean(diff**2))

sp_y = Functions_for_TSP.Signum_Process(Y)
sp_f = Functions_for_TSP.Signum_Process(fitted_FE)

sp_p = sp_y * sp_f